Anic Equity¶

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Total return since start: 0.734 %¶

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Equity now: -----------------------------> 52973.22 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 35005.43 Kr¶

PnL: ---------------------------------------> -113.79 Kr¶

DD now: ---------------------------------> -0.277 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 17:13:01.006060'

Anic Portfolio¶

Today¶

Return: -0.175 %¶

This Week¶

Return: -0.175 %¶

Total¶

Return: 73.421 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
New Wave B 20 1.870000 3918.000000 12.000000 0.310000 3906.000000
Humana 40 2.650000 681.600000 9.600000 1.430000 672.000000
Ambea 68 2.530000 2533.680000 2.720000 0.110000 2530.960000
BHG Group 49 -2.540000 639.940000 2.450000 0.380000 637.490000
SynAct Pharma 9 2.140000 644.400000 1.800000 0.280000 642.600000
Indutrade 5 0.650000 1317.500000 0.500000 0.040000 1317.000000
Addtech B 3 1.840000 697.800000 -0.600000 -0.090000 698.400000
Vitrolife 3 -0.620000 674.400000 -0.600000 -0.090000 675.000000
Latour B 2 0.450000 447.800000 -0.600000 -0.130000 448.400000
Creades A 7 0.930000 607.950000 -0.700000 -0.120000 608.650000
NCC B 7 0.980000 651.000000 -0.700000 -0.110000 651.700000
Profoto Holding 7 -1.430000 579.600000 -1.400000 -0.240000 581.000000
Biotage 4 -0.400000 599.200000 -1.600000 -0.270000 600.800000
SCA A 4 -1.060000 596.800000 -1.600000 -0.270000 598.400000
Balco Group 39 -0.520000 1868.100000 -1.950000 -0.100000 1870.050000
BONESUPPORT HOLDING 10 1.080000 1219.000000 -2.000000 -0.160000 1221.000000
Sampo Oyj SDB 1 -0.200000 502.000000 -2.000000 -0.400000 504.000000
Lundin Gold 7 0.580000 968.800000 -2.800000 -0.290000 971.600000
Embracer Group B 26 1.220000 655.460000 -4.160000 -0.630000 659.620000
Xvivo Perfusion 3 -1.060000 838.500000 -4.500000 -0.530000 843.000000
Fortnox 10 -1.350000 659.800000 -5.800000 -0.870000 665.600000
Sdiptech B 3 1.040000 813.000000 -7.200000 -0.880000 820.200000
Investor A 16 -0.540000 3528.000000 -8.000000 -0.230000 3536.000000
Volati 5 0.530000 565.000000 -8.000000 -1.400000 573.000000
Gaming Innovation Group 161 1.170000 4169.900000 -8.050000 -0.190000 4177.950000
Eastnine 6 -0.560000 644.400000 -10.800000 -1.650000 655.200000
Lime Technologies 2 4.320000 579.000000 -13.000000 -2.200000 592.000000
NCC A 6 -2.220000 580.800000 -16.800000 -2.810000 597.600000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 35005.430000 -113.790000 -0.27697% 35119.220000

Updated:¶

'2023-06-07 17:13:14.799651'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶